Jentzen, Arnulf

Jentzen, Arnulf

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1.
A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black-Scholes Partial Differential Equations
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2.
Taylor Approximations for Stochastic Partial Differential Equations22 %
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₹5,251
₹4,096
Binding:
Paperback
Release:
08 Dec 2011
Language:
English
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3.
Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients32 % NR
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